+482.2%
KORU vs UMAC
+164.0%
+318.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -3.1% | +16.5% | +14.6% |
| 7D | +13.0% | -0.9% | +13.9% | +13.3% |
| 30D | +27.3% | -7.7% | +34.9% | +26.2% |
| 3M | -55.3% | -26.4% | -28.8% | -51.4% |
| 6M | +11.6% | +61.9% | -50.3% | -7.6% |
| YTD | +158.5% | +86.5% | +72.0% | +100.9% |
| 1Y | +482.2% | +156.3% | +325.8% | +330.6% |
| All | +482.2% | +164.0% | +318.2% | +330.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded UMAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling